| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 279 | |||
| Reduced model | 305 | -26 | 1.40706892400997 | 0.0948821382378818 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 279 | |||
| Reduced model | 305 | -26 | 1.64501064124962 | 0.0278148814422959 |
